0R2V.L vs. MSFT
Compare and contrast key facts about Apple Inc. (0R2V.L) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0R2V.L or MSFT.
Key characteristics
| 0R2V.L | MSFT | |
|---|---|---|
| YTD Return | 12.45% | 16.35% |
| 1Y Return | 22.67% | 33.23% |
| 3Y Return (Ann) | 14.69% | 14.24% |
| 5Y Return (Ann) | 32.29% | 26.52% |
| 10Y Return (Ann) | 59.23% | 26.83% |
| Sharpe Ratio | 0.78 | 1.65 |
| Daily Std Dev | 28.93% | 19.82% |
| Max Drawdown | -61.04% | -69.41% |
| Current Drawdown | -8.33% | -6.76% |
Fundamentals
| 0R2V.L | MSFT | |
|---|---|---|
| EPS | $12.73 | $11.79 |
Correlation
The correlation between 0R2V.L and MSFT is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
0R2V.L vs. MSFT - Performance Comparison
In the year-to-date period, 0R2V.L achieves a 12.45% return, which is significantly lower than MSFT's 16.35% return. Over the past 10 years, 0R2V.L has outperformed MSFT with an annualized return of 59.23%, while MSFT has yielded a comparatively lower 26.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0R2V.L vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc. (0R2V.L) and Microsoft Corporation (MSFT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
0R2V.L vs. MSFT - Dividend Comparison
0R2V.L's dividend yield for the trailing twelve months is around 0.45%, less than MSFT's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0R2V.L Apple Inc. | 0.45% | 0.49% | 0.71% | 0.49% | 0.59% | 1.05% | 1.79% | 0.00% | 0.00% | 0.44% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
0R2V.L vs. MSFT - Drawdown Comparison
The maximum 0R2V.L drawdown since its inception was -61.04%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for 0R2V.L and MSFT. For additional features, visit the drawdowns tool.
Volatility
0R2V.L vs. MSFT - Volatility Comparison
Apple Inc. (0R2V.L) has a higher volatility of 10.60% compared to Microsoft Corporation (MSFT) at 5.16%. This indicates that 0R2V.L's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
0R2V.L vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Apple Inc. and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities